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| HAL : inria-00393738, version 1 |
| Voir la fiche détaillée |  BibTeX,EndNote,... |
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| 3rd International Conference on Approximation Methods and numerical Modeling in Environment and Natural Resources MAMERN 2009, Pau : France (2009) |
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| Monte Carlo methods for discontinuous media |
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| Antoine Lejay 1, 2 |
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| (2009) |
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| This note aims to give a brief account on some recent progress of the simulation techniques of stochastic processes associated to divergence-form opertors with discontinuous coefficients, such as the one used in the Darcy law. |
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| 1 : | Institut Elie Cartan Nancy (IECN) |
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CNRS : UMR7502 – INRIA – Université Henri Poincaré - Nancy I – Université Nancy II – Institut National Polytechnique de Lorraine |
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| 2 : | TOSCA (INRIA Sophia Antipolis / INRIA Lorraine / IECN) |
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INRIA – CNRS : UMR7502 – Université Henri Poincaré - Nancy I – Université Nancy II – Institut National Polytechnique de Lorraine |
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| Probabilités et statistique |
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| Domaine | : | Mathématiques/Probabilités Mathématiques/Analyse numérique |
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| Darcy law – divergence-form operator – stochastic diffusion process – stochastic differential equations with local time – kinetic approximation |
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| Liste des fichiers attachés à ce document : | |||||
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| inria-00393738, version 1 | |
| http://hal.inria.fr/inria-00393738 | |
| oai:hal.inria.fr:inria-00393738 | |
| Contributeur : Antoine Lejay | |
| Soumis le : Mardi 9 Juin 2009, 16:53:27 | |
| Dernière modification le : Vendredi 9 Avril 2010, 10:22:56 | |
